+334.0%
SPGI vs CLF
+82.3%
+251.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | 0.0% |
| 7D | +1.6% | -9.1% | +10.6% | +2.4% |
| 30D | +16.1% | -0.9% | +17.0% | +15.6% |
| 3M | +15.5% | +3.0% | +12.5% | +14.2% |
| 6M | +19.6% | +16.7% | +2.9% | +15.6% |
| YTD | -3.6% | -3.2% | -0.4% | -5.8% |
| 1Y | +2.2% | +24.6% | -22.4% | -3.5% |
| 3Y | +30.1% | -22.3% | +52.4% | +24.3% |
| 5Y | +14.9% | -41.2% | +56.1% | +10.6% |
| 10Y | +334.0% | +83.5% | +250.5% | +208.0% |
| All | +334.0% | +82.3% | +251.7% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling